+197.1%
ABT vs AMGN
+206.2%
-9.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -0.8% |
| 7D | -5.9% | -13.7% | +7.8% | -0.2% |
| 30D | -8.1% | -8.8% | +0.7% | -4.8% |
| 3M | +14.5% | +7.2% | +7.3% | +10.8% |
| 6M | -6.3% | +1.3% | -7.6% | -7.4% |
| YTD | -17.1% | +17.6% | -34.8% | -23.5% |
| 1Y | -21.4% | +37.2% | -58.5% | -32.5% |
| 3Y | +5.9% | +57.7% | -51.8% | -17.9% |
| 5Y | -12.8% | +106.3% | -119.0% | -42.2% |
| All | +197.1% | +206.2% | -9.0% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMGN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling